+27.3%
NEM vs NTAP
+65.9%
-38.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.6% |
| 7D | -6.4% | +7.2% | -13.6% | -6.9% |
| 30D | +1.4% | -18.4% | +19.8% | +2.9% |
| 3M | -0.7% | -11.3% | +10.6% | +0.1% |
| 6M | -4.5% | +53.8% | -58.2% | -8.2% |
| YTD | +14.0% | +72.0% | -57.9% | +8.1% |
| 1Y | +27.3% | +68.0% | -40.7% | +21.1% |
| All | +27.3% | +65.9% | -38.6% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling